Report NEP-RMG-2011-10-22This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stan Miles issued this report. It is usually issued weekly.
The following items were announced in this report:
- Staszkiewicz, Piotr W., 2010.
"Ryzyko struktury: Rys koncepcyjny
[The Risk of the Structure: Initial proposal]," MPRA Paper 34257, University Library of Munich, Germany, revised 01 May 2011.
- Jürgen Eichberger & Klaus Rheinberger & Martin Summer, 2011. "Credit Risk in General Equilibrium," Working Papers 172, Oesterreichische Nationalbank (Austrian Central Bank).
- Masood, Omar & Fry, J. M., 2011. "Risk management and the implementation of the Basel Accord in emerging countries: An application to Pakistan," MPRA Paper 34163, University Library of Munich, Germany.
- Vilsmeier, Johannes, 2011. "Updating the Option Implied Probability of Default Methodology," University of Regensburg Working Papers in Business, Economics and Management Information Systems 22326, University of Regensburg, Department of Economics.
- Montserrat GuillÃ©n & Ana MarÃa PÃ©rez-MarÃn & Montserrat GuillÃ©n, 2011. "A logistic regression approach to estimating customer profit loss due to lapses in insurance," Working Papers, Xarxa de ReferÃ¨ncia en Economia Aplicada (XREAP) XREAP2011-13, Xarxa de ReferÃ¨ncia en Economia Aplicada (XREAP), revised Oct 2011.
- John Y. Campbell & João F. Cocco, 2011. "A Model of Mortgage Default," NBER Working Papers 17516, National Bureau of Economic Research, Inc.